Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-02 0.418889 0.463590 0.512837 0.571442 0.639710 0.717250 0.812735
2025-02-09 0.359755 0.415264 0.480176 0.562641 0.666012 0.793238 0.964794
2025-02-16 0.323006 0.385102 0.461178 0.563053 0.698811 0.877951 1.140276
2025-02-23 0.287296 0.350944 0.431727 0.544438 0.702182 0.922690 1.269394
2025-03-02 0.257138 0.320203 0.402543 0.521338 0.694540 0.948937 1.375015
2025-03-09 0.241403 0.306509 0.394001 0.524693 0.723696 1.032167 1.586957
2025-03-16 0.232736 0.301241 0.395989 0.542613 0.776179 1.159694 1.906287
2025-03-23 0.222449 0.292635 0.392117 0.550849 0.813997 1.269320 2.224624
2025-03-30 0.211951 0.282757 0.385280 0.553343 0.842148 1.366602 2.548763
2025-04-06 0.201199 0.271634 0.375497 0.549798 0.858970 1.445460 2.859219
2025-04-13 0.186923 0.254331 0.354927 0.526389 0.837063 1.444249 2.978647
2025-04-20 0.180176 0.247881 0.350666 0.529833 0.864735 1.549032 3.408382
2025-04-27 0.173970 0.242118 0.347447 0.535464 0.898891 1.678760 3.981433
2025-05-04 0.166237 0.233494 0.338952 0.530867 0.912211 1.765005 4.473139
2025-05-11 0.160532 0.227695 0.334633 0.533330 0.940254 1.893194 5.186565
2025-05-18 0.151906 0.216762 0.321012 0.517246 0.926871 1.915047 5.528564
2025-05-25 0.143102 0.205122 0.305528 0.496389 0.900630 1.898421 5.713805
2025-06-01 0.139160 0.201167 0.302907 0.499935 0.929023 2.036482 6.670050
2025-06-08 0.137698 0.201155 0.307036 0.516947 0.990710 2.287355 8.433750
2025-06-15 0.134857 0.198682 0.306634 0.524806 1.032073 2.491884 10.242123
2025-06-22 0.131384 0.194958 0.303735 0.527234 1.060498 2.665253 12.142999
2025-06-29 0.127320 0.190035 0.298360 0.523973 1.074012 2.793351 13.962846
2025-07-06 0.120925 0.180859 0.284725 0.502089 1.036084 2.728228 14.116895